DZ Bank Put 150 ESL 20.12.2024
/ DE000DJ32LY0
DZ Bank Put 150 ESL 20.12.2024/ DE000DJ32LY0 /
9/10/2024 11:04:54 AM |
Chg.+0.060 |
Bid9/10/2024 |
Ask9/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+150.00% |
0.100 Bid Size: 25,000 |
0.130 Ask Size: 25,000 |
ESSILORLUXO. INH. EO... |
150.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ32LY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ESSILORLUXO. INH. EO -,18 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-111.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.18 |
Parity: |
-6.15 |
Time value: |
0.19 |
Break-even: |
148.10 |
Moneyness: |
0.71 |
Premium: |
0.30 |
Premium p.a.: |
1.58 |
Spread abs.: |
0.15 |
Spread %: |
375.00% |
Delta: |
-0.07 |
Theta: |
-0.04 |
Omega: |
-7.75 |
Rho: |
-0.05 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+400.00% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
0.00% |
YTD |
|
|
-81.48% |
1 Year |
|
|
-87.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.020 |
1M High / 1M Low: |
0.100 |
0.020 |
6M High / 6M Low: |
0.210 |
0.020 |
High (YTD): |
1/17/2024 |
0.560 |
Low (YTD): |
9/4/2024 |
0.020 |
52W High: |
10/19/2023 |
1.130 |
52W Low: |
9/4/2024 |
0.020 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.111 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.360 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
491.10% |
Volatility 6M: |
|
396.09% |
Volatility 1Y: |
|
289.65% |
Volatility 3Y: |
|
- |